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Time Series Analysis

415 words - 2 pages

Time Series Analysis
Yt=observed value of the time series in time period t
TRt=the trend component or factorin time period t
SNt=the seasonal componentor factorin time period t
CLt=the cyclical componentor factorin time period t
IRt=the irregular componentor factorin time period t

a) SN1=1.191
...view middle of the document...

c) Yt=trt*snt
We cannot see a definitive cycle and because the values of cl are close to 1. We do not take it into account.
Since there are just four years of data and most values are near 1 we cannot discern a well-defined cycle.
It agrees with the values computed in part c
g) Excel Spreadsheet
Prediction intervals for the next 4 quarters t=17,18,19,20

Smoothing equation
l0=t=1nYtn Which is the average of the first series values
α:smoothing constant
Forecast error for τ=4: 297-358.23=-61.23

Forecast error for τ=5: 399-352.11=46.89
PI Y28=354.54±1.9634.951+30.034=[282.62,426.45]

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